Now that I have had more time to mess with my Pis, you have a point. It's a solid 3 watts under load, when overclocking a bit more. I recommend a 20x20x15mm heatsink, and probably open air (I removed the top half of the case) too.
The little heat sinks the cases bundle are better than nothing, for sure, but get uncomfortable to touch under extended load. A bit more here
https://discourse.codinghorror.com/t/the-raspberry-pi-has-re...